+1,361.6%
AAPL vs AVAV
+327.1%
+1,034.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.2% |
| 7D | +3.2% | +18.4% | -15.2% | +1.0% |
| 30D | +4.1% | -4.9% | +9.0% | +4.3% |
| 3M | +17.5% | -37.7% | +55.2% | +23.7% |
| 6M | +20.6% | -28.4% | +49.0% | +23.3% |
| YTD | +31.0% | -50.0% | +81.0% | +37.5% |
| 1Y | +30.2% | -62.6% | +92.8% | +41.9% |
| 3Y | +92.9% | -0.6% | +93.5% | +72.0% |
| 5Y | +142.4% | +31.9% | +110.5% | +97.4% |
| All | +1,361.6% | +327.1% | +1,034.5% | +894.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling